+321.6%
ESI vs ES
+96.6%
+225.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.4% |
| 7D | +8.3% | -1.1% | +9.4% | +8.6% |
| 30D | -10.4% | +8.2% | -18.6% | -12.8% |
| 3M | -13.2% | +0.6% | -13.8% | -13.6% |
| 6M | -23.9% | +6.0% | -29.9% | -25.8% |
| YTD | +34.2% | +9.3% | +24.9% | +29.1% |
| 1Y | +22.2% | +1.1% | +21.1% | +20.1% |
| 3Y | +79.2% | +51.9% | +27.3% | +51.6% |
| 5Y | +38.1% | +6.5% | +31.7% | +30.6% |
| All | +321.6% | +96.6% | +225.0% | +313.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling